+203.8%
DHR vs INCY
+54.2%
+149.6%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | +0.1% |
| 7D | -3.6% | -4.2% | +0.5% | -2.7% |
| 30D | -2.7% | +0.6% | -3.3% | -2.9% |
| 3M | +10.9% | +12.6% | -1.7% | +7.6% |
| 6M | +3.0% | +28.3% | -25.3% | -3.2% |
| YTD | -12.2% | +23.0% | -35.2% | -16.9% |
| 1Y | +3.3% | +41.0% | -37.7% | -5.5% |
| 3Y | -8.2% | +88.6% | -96.8% | -22.9% |
| 5Y | -29.9% | +70.8% | -100.7% | -40.2% |
| All | +203.8% | +54.2% | +149.6% | +146.8% |
Cumulative growth
Daily Returns
Daily percentage return beside INCY.
Daily Out/Under-Performance
Portfolio return minus INCY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INCY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded INCY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling